-20.7%
PFE vs IVZ
+64.2%
-84.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.4% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | +10.2% | +4.0% | +6.2% | +9.5% |
| 3M | +12.7% | +18.2% | -5.5% | +9.7% |
| 6M | +10.5% | +32.8% | -22.3% | +5.5% |
| YTD | +20.2% | +28.7% | -8.6% | +15.0% |
| 1Y | +24.1% | +55.4% | -31.3% | +15.3% |
| 3Y | -3.6% | +135.2% | -138.8% | -16.9% |
| All | -20.7% | +64.2% | -84.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling